Size and power in tests of return predictability (Q5079406)
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scientific article; zbMATH DE number 7532632
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Size and power in tests of return predictability |
scientific article; zbMATH DE number 7532632 |
Statements
Size and power in tests of return predictability (English)
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27 May 2022
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power
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dividend-growth regressions
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long-horizon regressions
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return predictability
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market efficiency
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0.7758612036705017
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0.7540599703788757
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0.7501466870307922
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0.7483711838722229
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0.7460605502128601
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